

Decisions in Economics and Finance
1978  2020
Current editor(s): Paolo Ghirardato From: Springer Associazione per la Matematica Bibliographic data for series maintained by Sonal Shukla (). Access Statistics for this journal.
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2020, volume 43, issue 1
 A special issue on the mathematics of subjective probability pp. 12
 Gianluca Cassese, Pietro Rigo and Barbara Vantaggi
 A notion of conditional probability and some of its consequences pp. 315
 Patrizia Berti, Emanuela Dreassi and Pietro Rigo
 Predictive distributions that mimic frequencies over a restricted subdomain pp. 1741
 Frank Lad and Giuseppe Sanfilippo
 Optimal markov strategies pp. 4354
 William D. Sudderth
 Semilattices, canonical embeddings and representing measures pp. 5574
 Gianluca Cassese
 A note on rational inattention and rate distortion theory pp. 7589
 Tommaso Denti, Massimo Marinacci and Luigi Montrucchio
 Decisions on production and quality pp. 91107
 Luca Grosset and Bruno Viscolani
 A dynamic private property resource game with asymmetric firms pp. 109127
 Luca Grilli and Michele Bisceglia
 On the construction of optimal payoffs pp. 129153
 L. Rüschendorf and Steven Vanduffel
 A general equilibrium evolutionary model with two groups of agents, generating fashion cycle dynamics pp. 155185
 Ahmad Naimzada and Marina Pireddu
 Market attention and Bitcoin price modeling: theory, estimation and option pricing pp. 187228
 Alessandra Cretarola, Gianna FigàTalamanca and Marco Patacca
 Does surplus/deficit sharing increase risktaking in a corporate defined benefit pension plan? pp. 229249
 Katarzyna Romaniuk
 Changes in multiplicative risks and optimal portfolio choice: new interpretations and results pp. 251267
 Marzia Donno, Marco Magnani and Mario Menegatti
 A note on Stein’s overreaction puzzle pp. 269276
 Yuehao Lin and Thorsten Lehnert
 Trading strategy with stochastic volatility in a limit order book market pp. 277301
 QingQing Yang, WaiKi Ching, Jiawen Gu and TakKuen Siu
 Pricing and hedging defaultable participating contracts with regime switching and jump risk pp. 303339
 Olivier Le Courtois, François QuittardPinon and Xiaoshan Su
 Optimal reinsurance and investment in a diffusion model pp. 341361
 Matteo Brachetta and Hanspeter Schmidli
 Arbitrary initial conditions and the dimension of indeterminacy in linear rational expectations models pp. 363372
 Marco M. Sorge
 When one stock share is a biological individual: a stylized simulation of the population dynamics in an orderdriven market pp. 373408
 Hanchao Liu
2019, volume 42, issue 2
 Quantitative developments in financial volatility—theory and practice pp. 319320
 Elisa Alòs, Maria Elvira Mancino and TaiHo Wang
 Volatility and volatilitylinked derivatives: estimation, modeling, and pricing pp. 321349
 Elisa Alòs, Maria Elvira Mancino and TaiHo Wang
 Estimation of volatility in a highfrequency setting: a short review pp. 351385
 Jean Jacod
 From volatility smiles to the volatility of volatility pp. 387406
 Bernard Dumas and Elisa Luciano
 Markovian lifts of positive semidefinite affine Volterratype processes pp. 407448
 Christa Cuchiero and Josef Teichmann
 Estimating stochastic volatility: the rough side to equity returns pp. 449469
 Jonathan Haynes, Daniel Schmitt and Lukas Grimm
 Asymptotic results for the Fourier estimator of the integrated quarticity pp. 471502
 Giulia Livieri, Maria Elvira Mancino and Stefano Marmi
 On parameter estimation of Heston’s stochastic volatility model: a polynomial filtering method pp. 503525
 F. Cacace, A. Germani and M. Papi
 Asymptotic expansion for some local volatility models arising in finance pp. 527573
 Sergio Albeverio, Francesco Cordoni, Luca Persio and Gregorio Pellegrini
 Moment explosions in the rough Heston model pp. 575608
 Stefan Gerhold, Christoph Gerstenecker and Arpad Pinter
 Calibration of local volatility model with stochastic interest rates by efficient numerical PDE methods pp. 609637
 Julien Hok and ShihHau Tan
 A realized volatility approach to option pricing with continuous and jump variance components pp. 639664
 Dario Alitab, Giacomo Bormetti, Fulvio Corsi and Adam A. Majewski
 Robust calibration and arbitragefree interpolation of SSVI slices pp. 665677
 Jacopo Corbetta, Pierre Cohort, Ismail Laachir and Claude Martini
 Modelfree stochastic collocation for an arbitragefree implied volatility: Part I pp. 679714
 Fabien Floc’h and Cornelis Oosterlee
 Semianalytical prices for lookback and barrier options under the Heston model pp. 715741
 Luca De Gennaro Aquino and Carole Bernard
 A note on the implied volatility of floating strike Asian options pp. 743758
 Elisa Alòs and Jorge A. León
2019, volume 42, issue 1
 Foreword special issue Deaf 2019–Maf 2018 pp. 12
 Aurea Grane and Marilena Sibillo
 Correction to: Foreword special issue Deaf 2019–Maf 2018 pp. 33
 Aurea Grane and Marilena Sibillo
 Small sample properties of ML estimator in Vasicek and CIR models: a simulation experiment pp. 519
 Giuseppina Albano, Michele La Rocca and Cira Perna
 Variable annuities with a threshold fee: valuation, numerical implementation and comparative static analysis pp. 2149
 Anna Rita Bacinello and Ivan Zoccolan
 Possibilistic mean–variance portfolios versus probabilistic ones: the winner is pp. 5175
 Marco Corazza and Carla Nardelli
 Kyle equilibrium under random price pressure pp. 77101
 José Manuel Corcuera, Giulia Nunno and José Fajardo
 A stochastic model to evaluate pricing distortions in indemnity insurance methods for MTPL insurance pp. 103133
 Paola Fersini, Salvatore Forte, Giuseppe Melisi and Gennaro Olivieri
 Does market attention affect Bitcoin returns and volatility? pp. 135155
 Gianna FigáTalamanca and Marco Patacca
 A marketconsistent framework for the fair evaluation of insurance contracts under Solvency II pp. 157187
 Anna Maria Gambaro, Riccardo Casalini, Gianluca Fusai and Alessandro Ghilarducci
 Coherent modeling of mortality patterns for agespecific subgroups pp. 189204
 Giuseppe Giordano, Steven Haberman and Maria Russolillo
 Lévy CARMA models for shocks in mortality pp. 205227
 Asmerilda Hitaj, Lorenzo Mercuri and Edit Rroji
 Behavioral premium principles pp. 229257
 Martina Nardon and Paolo Pianca
 A linear goal programming method to recover risk neutral probabilities from options prices by maximum entropy pp. 259276
 José L. VilarZanón and Olivia PeraitaEzcurra
 On the extension of binary relations in economic and game theories pp. 277285
 Athanasios Andrikopoulos
 Timeconsistency of risk measures: how strong is such a property? pp. 287317
 Elisa Mastrogiacomo and Emanuela Rosazza Gianin

On this page 2020, volume 43

Issue 1
 2019, volume 42

Issue 2
Issue 1
Other years 2018, volume 41
2017, volume 40
2016, volume 39
2015, volume 38
2014, volume 37
2013, volume 36
2012, volume 35
2011, volume 34
2010, volume 33
2009, volume 32
2008, volume 31
2007, volume 30
2006, volume 29
2006, volume 28
2005, volume 28
2004, volume 27
2003, volume 26
2001, volume 24
2000, volume 23
1999, volume 22
1998, volume 21
1997, volume 20
1996, volume 19
1995, volume 18
1994, volume 17
1993, volume 16
1992, volume 15
1991, volume 14
1990, volume 13
1979, volume 2
1978, volume 1
Undated

On this page 2020, volume 43

Issue 1
 2019, volume 42

Issue 2
Issue 1
Other years 2018, volume 41
2017, volume 40
2016, volume 39
2015, volume 38
2014, volume 37
2013, volume 36
2012, volume 35
2011, volume 34
2010, volume 33
2009, volume 32
2008, volume 31
2007, volume 30
2006, volume 29
2006, volume 28
2005, volume 28
2004, volume 27
2003, volume 26
2001, volume 24
2000, volume 23
1999, volume 22
1998, volume 21
1997, volume 20
1996, volume 19
1995, volume 18
1994, volume 17
1993, volume 16
1992, volume 15
1991, volume 14
1990, volume 13
1979, volume 2
1978, volume 1
Undated

